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Exit problem and control theory |
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| Authors: | J. Zabczyk |
| Affiliation: | 1. Institute of Mathematics, Polish Academy of Sciences, Warsaw, Poland;2. Department of Mathematics, Heriot-Watt University, Edinburgh, Great Britain |
| Abstract: | The first part of the paper is concerned with a version of Freidlin-Wentzell exit theorems suitable for control theoretic applications. In the second part the general results are specialized to the case of linear systems and two types of stabilizability questions are considered. |
| Keywords: | Author Keywords: Stability Stochastic systems Action functional Controllability Stabilizability |
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